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#1 Selling Amibroker Plugin featuring:
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ADX Trading System for Amibroker (AFL)
Rating:
2 / 5 (Votes 3)
Tags:
oscillator, trading system, amibroker
Trend Following System using ADX as trigger with scaling out
Indicator / Formula
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1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 | SetOption("InitialEquity", 1000000);SetOption("MinShares", 100);RoundLotSize = 100; SetOption("CommissionMode", 1);SetOption("CommissionAmount", 0.16);SetTradeDelays( 0, 0, 0, 0);BuyPrice = SellPrice = Close;oMA1 = 10; //Optimize( "oMA1", 9, 1, 15, 3);oMA2 = 30; //Optimize ( "oMA2", 24, 10, 50, 5);MA1 = EMA( C, oMA1);MA2 = EMA( C, oMA2);Bullish = MA1 > MA2;Bearish = MA2 <= MA1;ADXperiod = 42; ADXline = ADX(ADXperiod); maADX = MA( ADXline, 10);buyCon1 = Bullish;buyCon2 = Cross( ADXline, maADX);sellCon1 = Cross(maADX, ADXline); sellCon2 = MACD() < 0;Buy = buyCon1 AND buyCon2; Sell = sellCon1 OR sellCon2 ;Buy = ExRem(Buy, Sell);Sell = ExRem(Sell, Buy);Short = Cover = 0; MaxOpenPositions = 10;PercentPerPosition = 100/MaxOpenPositions;SetOption("MaxOpenPositions", MaxOpenPositions);SetPositionSize( PercentPerPosition, spsPercentOfEquity);PositionScore = C*V/MA(C*V, 10);//Money Management Scaling OutFirstProfitTarget = 45; //Optimize("1TP", 40, 5, 50, 5); // profit SecondProfitTarget = 60; //Optimize("2TP", 50, 5, 50, 5); // in percent TrailingStop = 40; //Optimize("Trail", 40, 25, 45, 5) ; // also in percent Stoplevel = 15; //Optimize( "Stop", 10, 5, 15, 1);ScaleOut = 30; //sell 50% of original positionpriceatbuy=0; highsincebuy = 0; exit = 0; for( i = 0; i < BarCount; i++ ) { if( priceatbuy == 0 AND Buy[ i ] ) { priceatbuy = BuyPrice[ i ]; } if( priceatbuy > 0 ) { highsincebuy = Max( High[ i ], highsincebuy ); if( exit == 0 AND High[ i ] >= ( 1 + FirstProfitTarget * 0.01 ) * priceatbuy ) { // first profit target hit - scale-out exit = 1; Buy[ i ] = sigScaleOut; } if( exit == 1 AND High[ i ] >= ( 1 + SecondProfitTarget * 0.01 ) * priceatbuy ) { // second profit target hit - exit exit = 2; SellPrice[ i ] = Max( Open[ i ], ( 1 + SecondProfitTarget * 0.01 ) * priceatbuy ); } if( Low[ i ] <= ( 1 - TrailingStop * 0.01 ) * highsincebuy ) { // trailing stop hit - exit exit = 3; SellPrice[ i ] = Min( Open[ i ], ( 1 - TrailingStop * 0.01 ) * highsincebuy ); } if( exit >= 2 ) { Buy[ i ] = 0; Sell[ i ] = exit + 1; // mark appropriate exit code exit = 0; priceatbuy = 0; // reset price highsincebuy = 0; } } } ApplyStop( stopTypeLoss, stopModePercent, stoplevel);SetPositionSize( 10, spsPercentOfEquity ); SetPositionSize( ScaleOut, spsPercentOfPosition * ( Buy == sigScaleOut ) ); |
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not work. use for daily chart?
not working